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An Analysis of Herding in the...
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61
Improved Testing for the Efficiency of Asset Pricing Theories in Linear Factor Models
Satchell, Steve
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981032
Saved in:
62
A New Measure of Herding and Empirical Evidence
Salmon, Mark
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
2001
Persistent link: https://www.econbiz.de/10004981049
Saved in:
63
Modelling Emerging Market Risk Premia Using Higher Moments
Satchell, Stephen
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981057
Saved in:
64
Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggreagation in Real Estate Price Indices
Hwang, Soosung
;
Bond, Shaun
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981068
Saved in:
65
The Asset Allocation Decision in a Loss Aversion World
Satchell, Steve
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
2001
Persistent link: https://www.econbiz.de/10004981069
Saved in:
66
Performance Measurement with Loss Aversion
Hwang, Soosung
;
Gemmill, Gordon
;
Salmon, Mark
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981079
Saved in:
67
Performance Measurement with Loss Aversion
Salmon, Mark
;
Hwang, Soosung
;
Gemmill, Gordon
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981091
Saved in:
68
Forecasting Volatility using LINEX Loss Functions
Satchell, Stephen
;
Knight, John
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981101
Saved in:
69
The Disappearance of Style in the US Equity Market
Satchell, Stephen
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981102
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70
Market Risk and the Concept of Fundamental Volatility: Measuring Volatility Across Asset and Derivative Markets and Testing for the Impact of Derivatives Markets on Financial Marke...
Satchell, Stephen
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981103
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